+25.1%
MKC vs RBA
+207.2%
-182.1%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.2% | +1.0% |
| 7D | -3.0% | +1.7% | -4.7% | -3.2% |
| 30D | +4.8% | +8.3% | -3.5% | +3.6% |
| 3M | -12.8% | +10.5% | -23.4% | -14.2% |
| 6M | +5.0% | -5.9% | +10.9% | +5.3% |
| YTD | -29.1% | -6.9% | -22.2% | -29.0% |
| 1Y | -26.4% | -4.9% | -21.5% | -26.6% |
| 3Y | -21.6% | +64.5% | -86.1% | -28.5% |
| 5Y | -35.2% | +46.1% | -81.3% | -40.7% |
| All | +25.1% | +207.2% | -182.1% | -0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RBA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling